Tail dependence coefficient of generalized hyperbolic distribution
-
Published:2017
Issue:3
Volume:16
Page:375
-
ISSN:1538-7887
-
Container-title:Journal of Statistical Theory and Applications
-
language:en
-
Short-container-title:JSTA
Author:
Aleiyouka Mohalilou,Berred Alexandre,Ahsanullah Mohammad
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computer Science Applications,Statistics and Probability